Step 4: attach a leader
Using a plied scrap yarn (more than one strand, which is typical of yarn) tie a piece about a foot long to the shaft of your spindle. I've used a half-hitch here, but any old knot will do. Bring the leader around the edge of the whorl (many spindles have a handy notch in the edge for this purpose) and under the hook at the top of the spindle shaft.
Before introducing any fiber into the equation, you can give your spindle a (clockwise) spin by twirling the shaft below the whorl and letting it hang from the leader. Look how the spindle keeps going for some time before the twist in the yarn fights back and slows it down. High Tech!